Details about Wolfgang Polasek

This author is deceased (2013-05-23).

Access statistics for papers by Wolfgang Polasek.

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Short-id: ppo169

Working Papers

2013

1. Forecast Evaluations for Multiple Time Series: A Generalized Theil Decomposition
   Working Paper series, Rimini Centre for Economic Analysis View citations (2)
2. Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections
   Economics Series, Institute for Advanced Studies View citations (1)
3. Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study
   Working Paper series, Rimini Centre for Economic Analysis
   Also in Working Paper series, Rimini Centre for Economic Analysis (2012)
   Economics Series, Institute for Advanced Studies (2012)
   See also Journal Article Spatial system estimators for panel models: A sensitivity and simulation study, Mathematics and Computers in Simulation (MATCOM), Elsevier (2014) View citations (2) (2014)

2012

4. Marketing Response Models for Shrinking Beer Sales in Germany
   Economics Series, Institute for Advanced Studies
   Also in Working Paper series, Rimini Centre for Economic Analysis (2011)
5. The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
   Working Paper series, Rimini Centre for Economic Analysis View citations (2)
   Also in Economics Series, Institute for Advanced Studies (2011) View citations (2)

2011

6. Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
   Economics Series, Institute for Advanced Studies View citations (14)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (17)
   ERSA conference papers, European Regional Science Association (2011) View citations (13)
   See also Journal Article The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27, DANUBE: Law and Economics Review, European Association Comenius - EACO (2013) View citations (4) (2013)
7. MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
   Working Paper series, Rimini Centre for Economic Analysis View citations (5)
   See also Journal Article MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models, DANUBE: Law and Economics Review, European Association Comenius - EACO (2012) (2012)
8. Sensitivity Analysis of SAR Estimators
   Economics Series, Institute for Advanced Studies View citations (4)
9. Sensitivity Analysis of SAR Estimators: A Simulation Study
   Working Paper series, Rimini Centre for Economic Analysis
10. The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    Economics Series, Institute for Advanced Studies
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (1)

2010

11. Chow-Lin Methods in Spatial Mixed Models
    Working Paper series, Rimini Centre for Economic Analysis
12. Dating and Exploration of the Business Cycle in Iceland
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
13. Endogeneity and Exogeneity in Sales Response Functions
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
14. Human Capital and Regional Growth in Switzerland
    Economics Series, Institute for Advanced Studies View citations (2)
    See also Journal Article Human Capital and Regional Growth in Switzerland, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2011) View citations (1) (2011)
15. Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    Economics Series, Institute for Advanced Studies View citations (6)
16. The Asia Financial Crises and Exchange Rates
    Economics Series, Institute for Advanced Studies View citations (1)
17. The Asia Financial Crises and Exchange Rates: Had There Been Volatility Shifts for Asian Currencies?
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)

2009

18. Aggregate and Regional Economic Effects of New Railway Infrastructure
    Economics Series, Institute for Advanced Studies View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009)
    See also Journal Article Aggregate and Regional Economic Effects of New Railway Infrastructure, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2010) (2010)
19. Bayesian Methods for Completing Data in Space-Time Panel Models
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Economics Series, Institute for Advanced Studies (2009) View citations (1)

2008

20. SPATIAL CHOW-LIN METHODS: BAYESIAN AND ML FORECAST COMPARISONS
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)

2007

21. Cross-sectional Space-time Modeling Using ARNN(p, n) Processes
    Economics Series, Institute for Advanced Studies
22. Long term regional forecasting with spatial equation systems
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)

2006

23. Incorporating Transportation Network Structure in Spatial Econometric Models of Commodity Flows
    Economics Series, Institute for Advanced Studies View citations (7)
    See also Journal Article Incorporating Transportation Network Structure in Spatial Econometric Models of Commodity Flows, Spatial Economic Analysis, Taylor & Francis Journals (2008) View citations (33) (2008)
24. Traffic Accessibility and the Effect on Firms and Population in 99 Austrian Regions
    Economics Series, Institute for Advanced Studies

2005

25. E-Cognocracy and the Participation of Immigrants in E-Governance
    Economics Series, Institute for Advanced Studies View citations (2)
26. Forecasting regional Growth by Bayesian spatio -temporal models
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
27. Regional Growth in Central Europe. Long-term Effects of Population and Traffic Structure
    Economics Series, Institute for Advanced Studies View citations (1)

2003

28. E-Democracy and Knowledge. A Multicriteria Framework for the New Democratic Era
    Economics Series, Institute for Advanced Studies View citations (8)
29. Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (8)
30. Multivariate Regression and ANOVA Models with Outliers: A Comparative Approach
    Economics Series, Institute for Advanced Studies
31. The Maastricht Criteria and the Euro. Has the Convergence Continued?
    Economics Series, Institute for Advanced Studies
    See also Journal Article The Maastricht Criteria and the Euro: Has the Convergence Continued?, Journal of Economic Integration, Center for Economic Integration, Sejong University (2003) (2003)

2000

32. A MULTIVARIATE GARCH MODEL FOR EXCHANGE RATES IN THE US, GERMANY AND JAPAN
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)
33. MACROECONOMIC EFFECTS OF SECTORAL SHOCKS IN US, UK AND GERMANY: A BVAR-GARCH-M APPROACH
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (6)

1996

34. Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Undated

35. Intersectoral Labour Reallocation and Employment Volatility: A Bayesian Analysis using a VAR-GARCH-M model
    Discussion Papers, Department of Economics, University of York View citations (12)
36. Structural Breaks and VAR Modeling with Marginal Likelihoods
    Computing in Economics and Finance 1997, Society for Computational Economics View citations (3)

Journal Articles

2014

1. Spatial system estimators for panel models: A sensitivity and simulation study
   Mathematics and Computers in Simulation (MATCOM), 2014, 101, (C), 78-102 View citations (2)
   See also Working Paper Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study, Working Paper series (2013) (2013)

2013

2. Globalization and Regional Growth in Europe: Past Trends and Future Scenarios, by Roberta Capello, Ugo Fratesi, and Laura Resmini. 2011. Series: Advances in Spatial Science: The Regional Science Series. Berlin and Heidelberg: Springer. 339 + xxii. ISBN 978-3-642-19250-0, $139
   Journal of Regional Science, 2013, 53, (3), 542-544
3. Matrix Tricks for Linear Statistical Models: Our Personal Top Twenty by Simo Puntanen, George P. H. Styan, Jarkko Isotalo
   International Statistical Review, 2013, 81, (1), 152-153
4. Multivariate Analysis for the Biobehavioral and Social Sciences: A Graphical Approach by Bruce L. Brown, Suzanne B. Hendrix, Dawson W. Hedges, Timothy B. Smith
   International Statistical Review, 2013, 81, (3), 463-465
5. Numerical Solution of Stochastic Differential Equations with Jumps in Finance by Eckhard Platen, Nicola Bruti-Liberati
   International Statistical Review, 2013, 81, (2), 311-313
6. Peter D. Congdon: Applied Bayesian hierarchical methods
   Statistical Papers, 2013, 54, (3), 901-902
7. Principles of Business Forecasting by Keith Ord, Robert Fildes
   International Statistical Review, 2013, 81, (3), 462-463
8. Raquel Prado and Mike West: Time series: modelling, computation and inference
   Statistical Papers, 2013, 54, (2), 541-542
9. The Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27
   DANUBE: Law and Economics Review, 2013, (1), 23-65 View citations (4)
   See also Working Paper Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27, Economics Series (2011) View citations (14) (2011)
10. Time Series Analysis and Its Applications: With R Examples, Third Edition by Robert H. Shumway, David S. Stoffer
    International Statistical Review, 2013, 81, (2), 323-325

2012

11. Handbook of Markov Chain Monte Carlo edited by Steve Brooks, Andrew Gelman, Galin Jones, Xiao‐Li Meng
    International Statistical Review, 2012, 80, (1), 184-185
12. MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    DANUBE: Law and Economics Review, 2012, (1), 25-52
    See also Working Paper MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models, Working Paper series (2011) View citations (5) (2011)
13. Origami 5: Fifth International Meeting of Origami Science, Mathematics, and Education edited by Patsy Wang‐Iverson, Robert J. Lang, Mark Yim Origami Inspirations by Meenakshi Mukerji
    International Statistical Review, 2012, 80, (1), 197-199
14. Production technology and agglomeration for Japanese prefectures during 1991–2000
    Papers in Regional Science, 2012, 91, (1), 29-41 View citations (3)

2011

15. Frontiers of Statistical Decision Making and Bayesian Analysis: In Honor of James O. Berger edited by Ming‐Hui Chen, Dipak K. Dey, Peter Müller, Dongchu Sun, Keying Ye
    International Statistical Review, 2011, 79, (3), 482-483
16. Human Capital and Regional Growth in Switzerland
    Review of Economic Analysis, 2011, 3, (1), 46-58 View citations (1)
    See also Working Paper Human Capital and Regional Growth in Switzerland, Economics Series (2010) View citations (2) (2010)
17. James Raymer (ed), Frans Wiilekens (Co-editor): International migration in Europe: data, models and estimates
    Statistical Papers, 2011, 52, (1), 245-246
18. Jim Albert (2007): Bayesian computation with R
    Statistical Papers, 2011, 52, (1), 239-240 View citations (1)
19. Nassim Nicholas Taleb: The black swan: the impact of the highly improbable
    Statistical Papers, 2011, 52, (1), 247-249
20. New publications on R
    Statistical Papers, 2011, 52, (4), 987-988
21. Using R for Data Management, Statistical Analysis, and Graphics by Nicholas J. Horton, Ken Kleinman
    International Statistical Review, 2011, 79, (2), 284-285

2010

22. Aggregate and Regional Economic Effects of New Railway Infrastructure
    Review of Economic Analysis, 2010, 2, (1), 73-85
    See also Working Paper Aggregate and Regional Economic Effects of New Railway Infrastructure, Economics Series (2009) View citations (1) (2009)
23. Bayesian Methods for Completing Data in Spatial Models
    Review of Economic Analysis, 2010, 2, (2), 194-214 View citations (13)
24. Michael Goldstein, David Wooff (2007): Bayes linear statistics
    Statistical Papers, 2010, 51, (4), 1019-1020
25. Peter Brown, Shuangzhe Liu and Dharmendra Sharma: Contributions to probability and statistics: applications an challenges
    Statistical Papers, 2010, 51, (4), 1021-1022

2009

26. Ghosh, Jayanta K., Delampady, Mohan, Samanta, Tapas: An introduction to Bayesian analysis, theory and methods
    Statistical Papers, 2009, 50, (2), 449-450
27. Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and R/S-PLUS (Paperback)/ Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and Microsoft Office Excel (Paperback)
    Statistical Papers, 2009, 50, (3), 673-675

2008

28. Book reviews
    Statistical Papers, 2008, 49, (1), 147-149 View citations (5)
29. Franco Taroni, Colin Aitken, Paolo Garbolino, Alex Biedermann: Bayesian networks and probabilistic inference in forensic science (Statistics in Practice)
    Statistical Papers, 2008, 49, (2), 393-394
30. Incorporating Transportation Network Structure in Spatial Econometric Models of Commodity Flows
    Spatial Economic Analysis, 2008, 3, (2), 225-245 View citations (33)
    See also Working Paper Incorporating Transportation Network Structure in Spatial Econometric Models of Commodity Flows, Economics Series (2006) View citations (7) (2006)
31. Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics
    Statistical Papers, 2008, 49, (2), 397-398
32. John F. Geweke (2005): Contemporary Bayesian econometrics and statistics (Wiley series in probability and statistics)
    Statistical Papers, 2008, 49, (4), 801-802
33. Spatial interaction of crime incidents in Japan
    Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 276-282 View citations (13)

2007

34. Book reviews
    Statistical Papers, 2007, 48, (3), 535-538
35. Book reviews
    Statistical Papers, 2007, 48, (4), 697-701

2004

36. Business Cycle Fluctuations in Mediterranean Countries (1960-2000)
    Emerging Markets Finance and Trade, 2004, 40, (6), 28-47 View citations (6)
37. Editorial
    Applied Stochastic Models in Business and Industry, 2004, 20, (3), 171-172
38. Global European portfolio construction: Does a changing volatility structure matter?
    Applied Stochastic Models in Business and Industry, 2004, 20, (3), 265-280 View citations (3)

2003

39. Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S. A VAR-GARCH-M Approach
    Computational Economics, 2003, 21, (1), 65-85 View citations (13)
    Also in Computational Economics, 2003, 21, (1_2), 65-85 (2003) View citations (10)
40. The Maastricht Criteria and the Euro: Has the Convergence Continued?
    Journal of Economic Integration, 2003, 18, 661-688
    See also Working Paper The Maastricht Criteria and the Euro. Has the Convergence Continued?, Economics Series (2003) (2003)

2001

41. Book reviews
    Statistical Papers, 2001, 42, (2), 274-278
42. Editorial
    Applied Stochastic Models in Business and Industry, 2001, 17, (1), 1-3
43. Volatility analysis during the Asia crisis: a multivariate GARCH‐M model for stock returns in the U.S., Germany and Japan
    Applied Stochastic Models in Business and Industry, 2001, 17, (1), 93-108 View citations (1)

1999

44. Introducing ‘Applied Stochastic Models in Business and Industry’
    Applied Stochastic Models in Business and Industry, 1999, 15, (2), 87-88

1996

45. Editor's introduction
    Journal of Econometrics, 1996, 75, (1), 1-5 View citations (1)

1995

46. The heteroskedastic linear regression model and the Hadamard product a note
    Journal of Econometrics, 1995, 68, (2), 361-366 View citations (5)

1994

47. An overview of robust Bayesian analysis
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1994, 3, (1), 5-124 View citations (74)

1991

48. Robust HPD Regions in Bayesian Regression Models
    Econometrica, 1991, 59, (6), 1581-89 View citations (2)

1990

49. Vector distributed lag models with smoothness priors
    Computational Statistics & Data Analysis, 1990, 10, (2), 133-141 View citations (1)

1989

50. Reviews
    Psychometrika, 1989, 54, (3), 537-538
51. Robust Bayesian Analysis of a Parameter Change in Linear Regression
    Empirical Economics, 1989, 14, (2), 123-37

1985

52. A dual approach for matrix-derivatives
    Metrika: International Journal for Theoretical and Applied Statistics, 1985, 32, (1), 275-292

1984

53. Exploring business cycles using running medians
    Computational Statistics & Data Analysis, 1984, 2, (1), 51-70
54. Extreme Bound Analysis for Residential Load Curve Models: Empirical Evidence for a 16-Household Example
    Empirical Economics, 1984, 9, (3), 165-81

1983

55. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1983, 30, (1), 142-144

1982

56. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1982, 29, (1), 141-142

1980

57. Book reviews
    Metrika: International Journal for Theoretical and Applied Statistics, 1980, 27, (1), 140-143